cross_validate_lambda | R Documentation |
Helper function for running cross validation on a sequence of lambda values for the mgaussian family
cross_validate_lambda(x, y, groups, alpha, lambda, folds, seq.lambda.pred)
x |
Design matrix + covariates matrix |
y |
Expression response |
groups |
Perturbation dictionary (in list format) or named vector |
alpha |
Alpha value |
lambda |
lambda values to test |
folds |
List of train/test splits |
seq.lambda.pred |
Predict expression at each lambda value sequentially to save memory |
metric |
Metric to use for evaluation (pearson, spearman) |
family |
GLM family to use for elasticnet (default: mgaussian) |
Matrix of cross validation correlations per fold
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